Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.41% | 1.43 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'775 CHF | 142'775 CHF | 99.53% | 99.53% |
19.11.2024 | 1.44% | 1.39 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 137'951 CHF | 139'951 CHF | 99.49% | 99.49% |
18.11.2024 | 1.46% | 1.34 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'909 CHF | 137'909 CHF | 99.51% | 99.51% |
15.11.2024 | 1.51% | 1.30 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'403 CHF | 133'403 CHF | 98.95% | 98.95% |
14.11.2024 | 1.43% | 1.36 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'083 CHF | 141'083 CHF | 99.57% | 99.57% |
13.11.2024 | 1.50% | 1.46 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'893 CHF | 134'893 CHF | 97.05% | 97.05% |
12.11.2024 | 1.67% | 1.23 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'721 CHF | 120'721 CHF | 99.56% | 99.56% |
11.11.2024 | 1.68% | 1.17 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'776 CHF | 119'776 CHF | 99.51% | 99.51% |
08.11.2024 | 1.68% | 1.19 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'308 CHF | 120'308 CHF | 99.51% | 99.51% |
07.11.2024 | 1.81% | 1.09 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'222 CHF | 111'222 CHF | 99.08% | 99.08% |